A duality approach to queues with service restrictions and storage systems with state-dependent rates

D. Perry, W. Stadje, S. Zacks

Research output: Contribution to journalArticlepeer-review


Based on pathwise duality constructions, several new results on truncated queues and storage systems of the G/M/1 type are derived by transforming the workload (content)processes into certain 'dual' M/G/1-type processes. We consider queueing systems in which (a) any service requirement that would increase the total workload beyond the capacity is truncated so as to keep the associated sojourn time below a certain constant, or (b) new arrivals do not enter the system if they have to wait more than one time unit in line. For these systems, we derive the steady-state distributions of the workload andthe numbers of customers present in the systems as well as the distributions of the lengths of busy and idle periods. Moreover, we use the duality approach to study finite capacity storage systems with general state-dependent outflow rates. Here our duality leads to a Markovian finite storage system with state-dependent jump sizes whose content level process can be analyzed using level crossing techniques. We also derive a connection between the steady-state densities of the non-Markovian continuous-time content level process of the G/M/1 finite storage system with state-dependent outflow rule and the corresponding embedded sequence of peak points (local maxima).

Original languageEnglish
Pages (from-to)612-631
Number of pages20
JournalJournal of Applied Probability
Issue number3
StatePublished - Sep 2013


  • Duality
  • G/M/1
  • Level crossing
  • Peak point
  • Queue with service restrictions
  • State-dependent rate;M/G/1
  • Steady state
  • Storage system

ASJC Scopus subject areas

  • Statistics and Probability
  • General Mathematics
  • Statistics, Probability and Uncertainty


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